Have any friends that shoot? go with them, no ranges here rent guns but I imagine you pay they give you the gun and send you to your lane, definently no instruction included, if you know nothing at all really maybe you should take a class first.

Almost every range offers beginners shooting classes which go over all the safety rules, proper gun handling, etc. etc.

Also, this was originally posted on ARFCOM and is a good guide for someone looking to buy their first handgun:

I am often asked, by those interested in aquiring the means and ability to defend themselves, what pistol they ought to buy first. To address this, we must first define the mission and the requirements of the weapon.

The mission is for personal self defense and use in training. It must be ergonomically suited to the user, safe, reliable, have sights and a trigger that are usable, as well as be chambered in a caliber suitable for self defense. This means 9mm caliber or larger.

For the sake of brevity I will skip the discussion of revolvers. Due to their limited capacity, slow reloads and long, heavy trigger pull, I think that revolvers are poor choices for beginning shooters.

On the matter of calibers, I personally find no use for the .40 caliber pistol round. It is, in my opinion, a combination of the worst attributes of the smaller 9mm and larger .45 caliber rounds. Its noise and recoil are more abbrasive than that of either of the other rounds, the capacity is not on a par with the 9mm nor is its ability to incapacitate a man on a par with the .45 (although it is close). On a technical note, .40 caliber is loaded hot and there is no other common caliber that is as likely to suffer case failure and resulting damage to the weapon and users hands. Also, as a matter of safety a range, school, safe or collection that lacks .40 caliber ammunition has a slight safety advantage over those that have all three of the common defensive calibers. A 9mm may be chambered in a .40 and fired, and a .40 may be chambered and fired in a .45. Both of these will result in, at a minimum, a firearm that is rendered inoperable until the chamber can be cleared of the failed case, and possibly with injury to the shooter and the destruction of the firearm.

Because of the difficulty involved in accurately firing a double action first shot, I will not recommend DA pistols to novices. I recommend only two action types. I use only two action types. The single action auto and the Glock Safe Action* striker fired auto. My personal preference is for the Model 1911. I find the ergonomics, trigger and controls to be incredibly well suited to my hand and shooting style. I also shoot Glocks from time to time, and I find that the grip angle is less than complimentary to me, but the guns work, and work, and work. The Glock is, out of the box, one of the most reliable pistols ever made.

So, my recommendation is this: A new shooter should go to a range and rent a Kimber or Springfield Armory 1911 in .45 and a Glock 19 in 9mm. Shoot 50 rounds through both, return the rental, walk over to the new guns under the glass and purchase whichever one fit your hand better.

On the subject of training. As Colonel Jeff Cooper famously said, "A man is no more armed for haveing a pistol than he is a musician for owning an instrument." When, if ever, you need to defend your life with a firearm, you will not rise to the occasion, you will default to your level of training. Your fine motor skills will disappear, and you will rely not on the fine concentration that you can summon to operate your pistol on the range, but on whatever muscle memory you have developed with your weapon. To operate effectively in a gunfight, you must be trained. While many, many people have survived lethal encounters without training, they are walking the earth only because their oponents were no more trained, or they were just plain lucky. It is the responsibility of all armed citizens to learn to safely and effectively utilize their weapons.

The ideal solution is to seek out an "away school." The best training is aquired at overnight shooting schools, where you have use of their ranges, "kill-houses" and other facilities. The second best is to attend a traveling class at a nearby range. For these, I recommend the following instructors and schools: Pat Rogers of EAG Consulting, Jeff Gonzales of Trident Concepts, Gunsite, Thunder Ranch, and Tactical Response of Camden, TN. Lastly, if you cannot afford the time or money required for the first two options, you should at least seek out NRA training at a local range or gun club. This is usually only a few hours to a day long, and concentrates mostly on saftey, rather than tactics or mindset.

I cannot overestimate the importance of training. If you attend a course, you will have the same epiphany that I did when I first received instruction. Whatever you thought you new about shooting, there is always more to learn. I learned more in five days than I had in the decade before.

Peripherals: I learned a while back the importance of accessories. A weapon is not useful on its own. It is part of a weapons system. You need good quality ammunition, a strong belt (1" or greater leather, up to the 1 3/4" Wilderness nylon instructors belt) to hold your sidearm effectively. You need a good holster. This is where a lot of people go wrong. A $500 gun does not belong in a $5 holster. Uncle Mikes Nylon is to be avoided. I recommend products from Lou Alessi, Milt Sparks and, if you must have kydex/plastic, then Blade Tech. Expect to spend at least $100 on a holster and belt. Also, buy at least one, if not two mag pouches. You should always carry a spare magazine. While you are unlikely to ever need to reload in a civilian gunfight, the possibility cannot be ruled out. Also, if you must clear a malfunction, it is possible that you will lose control of and drop your primary magazine. You should have a second one ready and immediately insert it. Also, buy a good flashlight. I like SureFire products. I carry an Aviator or 6P everywhere, even in airports. If you are on a budget, the G2 Nitrolon is a high quality, no frills flashlight.

If you buy a Glock with the regular, non-night sights, you need new ones. The plastic ones are delicate and eventually tend to deform and fall off. I like Yost-Bonitz Glock sights, but if you want night sights the Heinie Straight Eight sights are excellent.

Shoot a lot. Uncle Sam might have his little nephews shoot 10,000 rounds before they go to Iraq. Uncle Elmo thinks the 20 rounds it took him to sight his deer rifle in last year was way too much. A serious shooter should fire his weapon at least once a month, several hundred rounds in a session, using all techniques and manipulations learned thus far, if he is to keep his skills. In order to improve, you should shoot weekly, at a minimum, and try to fire 1,000 rounds a month. I know this sounds like a lot. It is. Nobody ever said this gun thing would be easy or free.

Back to training. It does no good to practice skill that you have not perfected. Whoever said "practice makes perfect" was wrong. Practice makes permanent, perfect practice makes perfect. However you do it in training, you will do it in real life. If you jerk the trigger and don't look at the front sight when you shoot paper bad guys, so you shall do the same in the a gunfight.

I feel that I have pontificated on the matter enough for the time being, so I shall leave this as it is. If anyone wants to reproduce this, feel free to but don't pass it off as your own. Questions, comments and corrections may be sent to me and I will address them.